Where can you find short story by either Pushkin Chekhov Tolstoy or Dostoevsky called Agfaya Agfaia Agfayya about a guy who lived in shack which was often visited women?

There is no known short story by Pushkin, Chekhov, Tolstoy, or Dostoevsky titled "Agfaya Agfaia Agfayya" about a man who lives in a shack visited by women.

It seems like you might be mixing up details from different stories or even creating your own fictional scenario. If you are interested in exploring works by these authors, you can find their stories online or in libraries.

Remember to be careful when searching for information online and to double-check your sources.